Technically it's free for most people, you don't even need the original WoC DLC to play Be'lakor who uses the mechanic and comes to everyone who has access to Immortal Empires. All 8 Warriors of Chaos LLs get it, but the 4 from the DLC are limited to Undivided and their patron god upgrades, so Azazel can only get Undivided and Slaanesh, Festus only Undivided and Nurgle, etc. Weirdly enough it seems Sigvald isn't restricted in such a way and can mark his units with Khorne or Nurgle which feels completely at odds with his character, that last one especially as he abhors ugly things.
Personally I think the new DLC Lords would have better fit in their respective monogod factions, especially since their unique mechanics are just monogod mechanics borrowed wholesale anyway; for instance Sigvald and Azazel can seduce units and influence/force vassalization much like N'kari can except not as well. But on the other hand the troop upgrade tree is awesome on paper so eh, I'll live with it.